Narrow search
Showing 1 - 10 of 235
Cover Image
Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - 2011
concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to … Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10008856398
Cover Image
Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - 2011
concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to … Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10009010169
Cover Image
Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - In: Journal of econometrics 178 (2014) 1, pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Cover Image
Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - 2011
concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to … Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10009130496
Cover Image
Aggregation in Large Dynamic Panels
Pesaran, M. Hashem - 2015
concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to … Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10013038262
Cover Image
Aggregation in Large Dynamic Panels
Pesaran, M. Hashem - 2011
concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to … Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10013129942
Cover Image
Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - 1998
Persistent link: https://www.econbiz.de/10000671944
Cover Image
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997
Persistent link: https://www.econbiz.de/10000629002
Cover Image
Forecast uncertainties in macroeconometric modelling : an application to the UK economy
Pesaran, M. Hashem - 2000
This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...
Persistent link: https://www.econbiz.de/10009781626
Cover Image
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326
Persistent link: https://www.econbiz.de/10001591901